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IWX vs. ANVIX
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

IWX vs. ANVIX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares Russell Top 200 Value ETF (IWX) and Virtus NFJ Large-Cap Value Fund (ANVIX). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, IWX achieves a 15.10% return, which is significantly higher than ANVIX's 13.47% return. Over the past 10 years, IWX has outperformed ANVIX with an annualized return of 12.06%, while ANVIX has yielded a comparatively lower 10.30% annualized return.


IWX

1D
-1.03%
1M
2.16%
YTD
15.10%
6M
14.72%
1Y
28.88%
3Y*
18.95%
5Y*
11.82%
10Y*
12.06%

ANVIX

1D
0.51%
1M
2.36%
YTD
13.47%
6M
11.90%
1Y
21.00%
3Y*
13.04%
5Y*
7.60%
10Y*
10.30%
*Multi-year figures are annualized to reflect compound growth (CAGR)

IWX vs. ANVIX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
IWX
iShares Russell Top 200 Value ETF
15.10%18.23%14.89%10.45%-5.33%23.33%1.46%25.82%-6.53%14.05%
ANVIX
Virtus NFJ Large-Cap Value Fund
13.47%6.78%6.28%17.92%-14.81%26.52%2.29%25.03%-9.38%21.36%

Correlation

The correlation between IWX and ANVIX is 0.87, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.87

Correlation (3Y)
Calculated over the trailing 3-year period

0.90

Correlation (5Y)
Calculated over the trailing 5-year period

0.91

Correlation (10Y)
Calculated over the trailing 10-year period

0.92

Correlation (All Time)
Calculated using the full available price history since Sep 28, 2009

0.92

The correlation between IWX and ANVIX has been stable across timeframes, ranging from 0.87 to 0.92 - a consistent structural relationship.

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Return for Risk

IWX vs. ANVIX — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

IWX
IWX Risk / Return Rank: 8787
Overall Rank
IWX Sharpe Ratio Rank: 8989
Sharpe Ratio Rank
IWX Sortino Ratio Rank: 8989
Sortino Ratio Rank
IWX Omega Ratio Rank: 8686
Omega Ratio Rank
IWX Calmar Ratio Rank: 8585
Calmar Ratio Rank
IWX Martin Ratio Rank: 8989
Martin Ratio Rank

ANVIX
ANVIX Risk / Return Rank: 4545
Overall Rank
ANVIX Sharpe Ratio Rank: 3838
Sharpe Ratio Rank
ANVIX Sortino Ratio Rank: 3737
Sortino Ratio Rank
ANVIX Omega Ratio Rank: 3636
Omega Ratio Rank
ANVIX Calmar Ratio Rank: 6666
Calmar Ratio Rank
ANVIX Martin Ratio Rank: 4848
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

IWX vs. ANVIX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares Russell Top 200 Value ETF (IWX) and Virtus NFJ Large-Cap Value Fund (ANVIX). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


IWXANVIXDifference
Sharpe ratioReturn per unit of total volatility

+1.08

Sortino ratioReturn per unit of downside risk

+1.48

Omega ratioGain probability vs. loss probability

1.49

1.30

+0.20

Calmar ratioReturn relative to maximum drawdown

4.40

3.00

+1.40

Martin ratioReturn relative to average drawdown

18.71

9.39

+9.33

IWX vs. ANVIX - Sharpe Ratio Comparison

The current IWX Sharpe Ratio is 2.76, which is higher than the ANVIX Sharpe Ratio of 1.67. The chart below compares the historical Sharpe Ratios of IWX and ANVIX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

IWX vs. ANVIX - Drawdown Comparison

The maximum IWX drawdown since its inception was -35.76%, smaller than the maximum ANVIX drawdown of -62.48%. Use the drawdown chart below to compare losses from any high point for IWX and ANVIX.


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Drawdown Indicators


IWXANVIXDifference

Max Drawdown

Largest peak-to-trough decline

-35.76%

-62.48%

+26.72%

Max Drawdown (1Y)

Largest decline over 1 year

-6.59%

-7.20%

+0.61%

Max Drawdown (3Y)

Largest decline over 3 years

-13.37%

-19.65%

+6.28%

Max Drawdown (5Y)

Largest decline over 5 years

-18.13%

-23.67%

+5.54%

Max Drawdown (10Y)

Largest decline over 10 years

-35.76%

-38.41%

+2.65%

Current Drawdown

Current decline from peak

-1.15%

-0.40%

-0.75%

Average Drawdown

Average peak-to-trough decline

-3.81%

-9.62%

+5.81%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.55%

2.30%

-0.75%

Volatility

IWX vs. ANVIX - Volatility Comparison

iShares Russell Top 200 Value ETF (IWX) and Virtus NFJ Large-Cap Value Fund (ANVIX) have volatilities of 4.05% and 3.86%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


IWXANVIXDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.05%

3.86%

+0.19%

Volatility (6M)

Calculated over the trailing 6-month period

8.28%

9.35%

-1.07%

Volatility (1Y)

Calculated over the trailing 1-year period

10.55%

12.94%

-2.39%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

13.89%

16.62%

-2.73%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.50%

18.30%

-1.80%

IWX vs. ANVIX - Expense Ratio Comparison

IWX has a 0.20% expense ratio, which is lower than ANVIX's 0.74% expense ratio.


Dividends

IWX vs. ANVIX - Dividend Comparison

IWX's dividend yield for the trailing twelve months is around 1.46%, less than ANVIX's 9.04% yield.


PositionTTM20252024202320222021202020192018201720162015
ANVIX
Virtus NFJ Large-Cap Value Fund
9.04%10.78%2.80%7.28%20.66%6.43%1.43%3.54%2.02%1.89%2.13%2.26%
IWX
iShares Russell Top 200 Value ETF
1.46%1.59%1.97%2.13%2.07%1.79%2.12%2.60%2.66%2.12%2.22%2.77%

Frequently Asked Questions


IWX and ANVIX have a correlation of 0.87, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

IWX has higher volatility (4.05%) compared to ANVIX (3.86%). In terms of maximum drawdown, IWX dropped -35.76% vs ANVIX's -62.48%.

IWX currently has the higher Sharpe Ratio (2.76 vs 1.67), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.

Portfolio Optimizer

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